Paranormal fiction deals with ghosts and other spirits. Horror film and television focus on adrenaline rides for the audience that dial up the blood scares and creative monsters. Of course a couple of these horror types leak into each other.
Sometimes atmospheric horror also has elements of the fear of the unknown and being afraid of yourself also has similar elements. The unnatural spiders the size of bears the dead waking up and walking around its when the lights go out and something with claws grabs you by the arm. Ive read an interesting article about the different kinds of horror present in games that disturb us. Ghouls ghosts slashers creatures and gore.